Euro Bund Future June 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
132.68 |
131.92 |
-0.76 |
-0.6% |
133.08 |
| High |
132.91 |
132.41 |
-0.50 |
-0.4% |
133.74 |
| Low |
131.91 |
131.41 |
-0.50 |
-0.4% |
132.37 |
| Close |
132.21 |
132.20 |
-0.01 |
0.0% |
132.58 |
| Range |
1.00 |
1.00 |
0.00 |
0.0% |
1.37 |
| ATR |
0.82 |
0.83 |
0.01 |
1.6% |
0.00 |
| Volume |
10,019 |
13,361 |
3,342 |
33.4% |
10,977 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.01 |
134.60 |
132.75 |
|
| R3 |
134.01 |
133.60 |
132.48 |
|
| R2 |
133.01 |
133.01 |
132.38 |
|
| R1 |
132.60 |
132.60 |
132.29 |
132.81 |
| PP |
132.01 |
132.01 |
132.01 |
132.11 |
| S1 |
131.60 |
131.60 |
132.11 |
131.81 |
| S2 |
131.01 |
131.01 |
132.02 |
|
| S3 |
130.01 |
130.60 |
131.93 |
|
| S4 |
129.01 |
129.60 |
131.65 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.01 |
136.16 |
133.33 |
|
| R3 |
135.64 |
134.79 |
132.96 |
|
| R2 |
134.27 |
134.27 |
132.83 |
|
| R1 |
133.42 |
133.42 |
132.71 |
133.16 |
| PP |
132.90 |
132.90 |
132.90 |
132.77 |
| S1 |
132.05 |
132.05 |
132.45 |
131.79 |
| S2 |
131.53 |
131.53 |
132.33 |
|
| S3 |
130.16 |
130.68 |
132.20 |
|
| S4 |
128.79 |
129.31 |
131.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.74 |
131.41 |
2.33 |
1.8% |
0.77 |
0.6% |
34% |
False |
True |
6,644 |
| 10 |
133.84 |
131.41 |
2.43 |
1.8% |
0.77 |
0.6% |
33% |
False |
True |
4,324 |
| 20 |
135.83 |
131.41 |
4.42 |
3.3% |
0.82 |
0.6% |
18% |
False |
True |
2,933 |
| 40 |
138.33 |
131.41 |
6.92 |
5.2% |
0.73 |
0.6% |
11% |
False |
True |
1,584 |
| 60 |
138.33 |
131.15 |
7.18 |
5.4% |
0.61 |
0.5% |
15% |
False |
False |
1,064 |
| 80 |
138.33 |
128.63 |
9.70 |
7.3% |
0.46 |
0.4% |
37% |
False |
False |
798 |
| 100 |
138.33 |
127.12 |
11.21 |
8.5% |
0.38 |
0.3% |
45% |
False |
False |
638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.66 |
|
2.618 |
135.03 |
|
1.618 |
134.03 |
|
1.000 |
133.41 |
|
0.618 |
133.03 |
|
HIGH |
132.41 |
|
0.618 |
132.03 |
|
0.500 |
131.91 |
|
0.382 |
131.79 |
|
LOW |
131.41 |
|
0.618 |
130.79 |
|
1.000 |
130.41 |
|
1.618 |
129.79 |
|
2.618 |
128.79 |
|
4.250 |
127.16 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
132.10 |
132.21 |
| PP |
132.01 |
132.20 |
| S1 |
131.91 |
132.20 |
|